Add rail is only available with loft.
You can possibly achieve your desired result by controlling the Sketch Plane's orientation to the Sweep Path. When creating the Sketch Plane, MB3 will give you alternative controls to the default "Normal to Path".
Modifying the Sketch Plane once it's created will also give you the same options.
If this doesn't control the section in the way you need then you'll need to introduce additional sketch planes along the path. Be aware though that this isn't an exact science with Variational Sweep. If you require your geometry to be in a definate position you may wish to use a different modelling technique.